Our first game was "My Water Broke!" It is intended to be played throughout the shower. To prep- Buy those babies from a craft store and drop in an ice cube tray a few days before the party. When the guests arrive, give them a cube and tell them they can use any means available but the first to have their baby in hand must yell, "my water broke!" This game in action is hysterical.
Our next game was the string--guess mom's belly size. Have enough string for everyone to cut the length that they think will circle Mommy's belly. Once everyone has a string, measure Mommy and compare her string to everyone else's. Shame on them for thinking she's so round! ;-)
We moved onto to a more sentimental ritual... Writing "Wishes for Baby". Perfect addition to the baby book!
The most comical game may have been the last.... I don't remember a name for it, but basically you blow up a balloon and stick it under your shirt. Compare your new belly to Mommy's belly and see who looks more pregnant.
For favors for everyone, I made peppermint foot scrub. I put their initials on the little tubs after I cut them out with my Silhouette Cameo.